Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-24 00:00:00+00:00 0.523918 0.585408 0.654165 0.737326 0.835970 0.950241 1.094100
2024-12-01 00:00:00+00:00 0.431389 0.503462 0.589253 0.700473 0.843226 1.023738 1.275092
2024-12-08 00:00:00+00:00 0.370349 0.446092 0.540511 0.669569 0.845892 1.085594 1.449932
2024-12-15 00:00:00+00:00 0.340525 0.422105 0.528211 0.680700 0.902150 1.226175 1.766910
2024-12-22 00:00:00+00:00 0.321699 0.409242 0.527620 0.705954 0.980733 1.413702 2.211455
2024-12-29 00:00:00+00:00 0.301691 0.392084 0.518346 0.716364 1.037764 1.579553 2.677225
2025-01-05 00:00:00+00:00 0.283779 0.375697 0.507786 0.722516 1.088041 1.744876 3.207416
2025-01-12 00:00:00+00:00 0.265593 0.357023 0.491542 0.716961 1.116807 1.877437 3.727353
2025-01-19 00:00:00+00:00 0.244176 0.331744 0.462733 0.687031 1.096950 1.910491 4.029049
2025-01-26 00:00:00+00:00 0.233674 0.321893 0.456740 0.694351 1.146436 2.097796 4.832106
2025-02-02 00:00:00+00:00 0.224632 0.313468 0.452060 0.703058 1.199767 2.308519 5.846555
2025-02-09 00:00:00+00:00 0.213499 0.300936 0.439532 0.696028 1.219919 2.447703 6.738013
2025-02-16 00:00:00+00:00 0.204004 0.290714 0.430579 0.695720 1.256947 2.648633 8.081784
2025-02-23 00:00:00+00:00 0.190251 0.272790 0.407246 0.665653 1.224054 2.655818 8.643203
2025-03-02 00:00:00+00:00 0.178319 0.257157 0.386781 0.639151 1.195374 2.668607 9.270215
2025-03-09 00:00:00+00:00 0.173593 0.253032 0.385918 0.651035 1.257805 2.970315 11.821221
2025-03-16 00:00:00+00:00 0.171141 0.252460 0.391162 0.675703 1.356181 3.429750 16.353638
2025-03-23 00:00:00+00:00 0.166766 0.248339 0.389640 0.686088 1.421080 3.811686 21.553040
2025-03-30 00:00:00+00:00 0.162124 0.243469 0.386342 0.692250 1.476375 4.190322 28.351044
2025-04-06 00:00:00+00:00 0.156383 0.236370 0.378365 0.687241 1.500053 4.458846 35.399815
2025-04-13 00:00:00+00:00 0.148182 0.224582 0.360815 0.659141 1.453022 4.406790 37.667799
2025-04-20 00:00:00+00:00 0.144744 0.221031 0.358776 0.666132 1.510505 4.858377 52.403545
2025-04-27 00:00:00+00:00 0.141651 0.217922 0.357360 0.674400 1.574053 5.387648 76.786833